Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   117,660
Positions
    29,960      5,994      1,136     30,480     29,222      4,252      7,783     38,130      5,762     13,362      1,454        346     24,579     31,364
 
Changes from:       April 21, 2020                                   Total Change is:    -3,553
       -64        393       -517       -585        350        590     -2,439      1,063        -76     -1,042     -2,689          8        572     -2,675
 
Percent of Open Interest Represented by Each Category of Trader
      25.5        5.1        1.0       25.9       24.8        3.6        6.6       32.4        4.9       11.4        1.2        0.3       20.9       26.7
 
Number of Traders in Each Category                                    Total Traders:        87 
        10          4          4         12         15         10         10         21          9         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    36,326
Positions
     3,052     11,482         77      4,749      5,233        359     15,322      6,525         12        696        450          0     12,059     12,188
 
Changes from:       April 21, 2020                                   Total Change is:     1,300
     1,312        938         61        199         48         -1       -475       -905          3          0          0          0        201      1,156
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       31.6        0.2       13.1       14.4        1.0       42.2       18.0        0.0        1.9        1.2        0.0       33.2       33.6
 
Number of Traders in Each Category                                    Total Traders:        42 
         4          4          .          5          7          .         10         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   162,868
Positions
    55,022     15,645      1,641     40,116     62,588      3,292     35,302     36,339      5,749      3,720      8,461          0     18,026     29,153
 
Changes from:       April 21, 2020                                   Total Change is:     4,080
       119       -769       -154        -53     -3,179        170      4,496      6,712        141          0        893          0       -639        266
 
Percent of Open Interest Represented by Each Category of Trader
      33.8        9.6        1.0       24.6       38.4        2.0       21.7       22.3        3.5        2.3        5.2        0.0       11.1       17.9
 
Number of Traders in Each Category                                    Total Traders:       101 
         8          6          6          9         26          8         18         25         11          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   143,835
Positions
    11,744     62,134      1,871     55,751     18,737      5,645     30,480     32,368        845     11,324        471          0     26,175     21,764
 
Changes from:       April 21, 2020                                   Total Change is:    15,563
      -793     14,454      1,542      4,786       -283        -63      4,863       -162        -40        434        -87          0      4,834        202
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       43.2        1.3       38.8       13.0        3.9       21.2       22.5        0.6        7.9        0.3        0.0       18.2       15.1
 
Number of Traders in Each Category                                    Total Traders:        98 
         4         11          .         20         14         10         20         22          8          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   545,082
Positions
    36,440    295,274      1,729    321,211     91,655     21,504     55,128     74,633      3,031     26,239      5,457      5,075     74,725     46,724
 
Changes from:       April 21, 2020                                   Total Change is:    -1,579
     5,279    -11,560     -3,240     -8,284      4,569       -227      1,911      2,087         31     -4,126       -470      4,955      2,122      2,276
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       54.2        0.3       58.9       16.8        3.9       10.1       13.7        0.6        4.8        1.0        0.9       13.7        8.6
 
Number of Traders in Each Category                                    Total Traders:       250 
        14         11         10         84         35         37         44         31         15         21         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    22,091
Positions
       470      9,045          0      8,261      3,368      1,626          0      3,924          0          0          0          0     11,734      4,128
 
Changes from:       April 21, 2020                                   Total Change is:       -80
       470          0          0        136          9          0          0       -341          0          0          0          0       -686        252
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       40.9        0.0       37.4       15.2        7.4        0.0       17.8        0.0        0.0        0.0        0.0       53.1       18.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0         11          4          7          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   129,162
Positions
    62,701     18,369        454     20,537     39,037      3,504     20,355     36,793      1,163      4,134      1,053          0     16,314     28,789
 
Changes from:       April 21, 2020                                   Total Change is:     2,982
      -555      1,523        -79       -304        776         37        -68        984        664      1,034        422          0      2,253     -1,345
 
Percent of Open Interest Represented by Each Category of Trader
      48.5       14.2        0.4       15.9       30.2        2.7       15.8       28.5        0.9        3.2        0.8        0.0       12.6       22.3
 
Number of Traders in Each Category                                    Total Traders:        79 
         6          8          4          7         18          7         12         22          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    23,774
Positions
       228     18,375          0     10,219        388         41     11,690      1,049         79        379      1,821          0      1,138      2,021
 
Changes from:       April 21, 2020                                   Total Change is:      -301
        -6        269          0        789       -399          0     -1,470         54        -13          0       -220          0        399          8
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       77.3        0.0       43.0        1.6        0.2       49.2        4.4        0.3        1.6        7.7        0.0        4.8        8.5
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          4          0          .          .          .         10          4          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   103,359
Positions
    26,259     38,160        800     38,873     16,901        676     23,641     23,932        487      8,361     17,104          0      4,262      5,299
 
Changes from:       April 21, 2020                                   Total Change is:    -2,121
    -7,191      2,637          0      1,418       -593        106     -3,885     -2,638        207      6,575       -870        -10        659       -960
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       36.9        0.8       37.6       16.4        0.7       22.9       23.2        0.5        8.1       16.5        0.0        4.1        5.1
 
Number of Traders in Each Category                                    Total Traders:       127 
         5          7          .          8         21          .         29         39          8          4         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    26,847
Positions
     7,466      1,040      3,078        880     10,602          0     10,474      6,465        978      2,356      1,355          0      1,615      3,329
 
Changes from:       April 21, 2020                                   Total Change is:     4,204
        -4         62      3,021       -450        761          0        737        439        492        426     -1,138          0        -18        567
 
Percent of Open Interest Represented by Each Category of Trader
      27.8        3.9       11.5        3.3       39.5        0.0       39.0       24.1        3.6        8.8        5.0        0.0        6.0       12.4
 
Number of Traders in Each Category                                    Total Traders:        52 
         .          .          .          .         10          0         10         15          5          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    41,267
Positions
    20,166      5,211          0      1,731     11,040      1,202     14,316     16,551        358      1,642      1,311          6      1,846      5,588
 
Changes from:       April 21, 2020                                   Total Change is:     2,114
       561        870         -2       -320         -8       -200        734      1,494       -139      1,260        240          0        220       -141
 
Percent of Open Interest Represented by Each Category of Trader
      48.9       12.6        0.0        4.2       26.8        2.9       34.7       40.1        0.9        4.0        3.2        0.0        4.5       13.5
 
Number of Traders in Each Category                                    Total Traders:        85 
         7          6          0          6         18          5         20         20          7          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    15,421
Positions
     5,781          0          0          0      4,653          0      9,003      8,576          0        160          0          0        477      2,192
 
Changes from:       April 21, 2020                                   Total Change is:      -750
         0          0          0       -450        343       -150       -415     -1,034          0        160          0          0        105         91
 
Percent of Open Interest Represented by Each Category of Trader
      37.5        0.0        0.0        0.0       30.2        0.0       58.4       55.6        0.0        1.0        0.0        0.0        3.1       14.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          0          0          0          6          0          7          7          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    33,751
Positions
    15,630      2,090      1,587      2,580      6,189        566      6,846      7,475      1,382        100      6,259          0      5,062      8,206
 
Changes from:       April 21, 2020                                   Total Change is:     2,953
     1,001     -1,003        328       -453      1,199         88        454        748      1,204        100       -102       -101        333        592
 
Percent of Open Interest Represented by Each Category of Trader
      46.3        6.2        4.7        7.6       18.3        1.7       20.3       22.1        4.1        0.3       18.5        0.0       15.0       24.3
 
Number of Traders in Each Category                                    Total Traders:        86 
        19          8          6         12         10          8         13         14          7          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    67,502
Positions
    31,259      4,179      3,174      5,160     12,377      1,131     13,691     14,949      2,763        200     12,517          0     10,124     16,412
 
Changes from:       April 21, 2020                                   Total Change is:     5,906
     2,002     -2,006        656       -906      2,398        175        908      1,496      2,408        200       -203       -202        665      1,184
 
Percent of Open Interest Represented by Each Category of Trader
      46.3        6.2        4.7        7.6       18.3        1.7       20.3       22.1        4.1        0.3       18.5        0.0       15.0       24.3
 
Number of Traders in Each Category                                    Total Traders:        86 
        19          8          6         12         10          8         13         14          7          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    41,889
Positions
     1,039     37,045          0     33,845      1,250        846      2,616      1,978          0        925        454          0      2,618        316
 
Changes from:       April 21, 2020                                   Total Change is:      -996
         0       -910          0       -962          0          0       -237       -176          0         67          0          0        136         90
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       88.4        0.0       80.8        3.0        2.0        6.2        4.7        0.0        2.2        1.1        0.0        6.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          8          0         10          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   764,991
Positions
    97,409     94,049     59,816    299,803    181,472     65,769     50,890    103,132     35,608     21,659     71,530      1,909    132,128    151,707
 
Changes from:       April 21, 2020                                   Total Change is:    -9,348
     2,028     -6,665     -3,813     -1,629     -7,312     -2,681     -6,932      8,711        469     -1,059     -2,445        -44      4,311      4,432
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       12.3        7.8       39.2       23.7        8.6        6.7       13.5        4.7        2.8        9.4        0.2       17.3       19.8
 
Number of Traders in Each Category                                    Total Traders:       611 
        37         36         30        152        118        135         61        121         56         29         57         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    99,439
Positions
    65,502      4,991          0          0          0          0     26,818     13,126          0          0          3         15      7,104     81,304
 
Changes from:       April 21, 2020                                   Total Change is:     3,012
       350        -29          0          0          0          0      1,694       -270          0       -257          3         13      1,212      3,295
 
Percent of Open Interest Represented by Each Category of Trader
      65.9        5.0        0.0        0.0        0.0        0.0       27.0       13.2        0.0        0.0        0.0        0.0        7.1       81.8
 
Number of Traders in Each Category                                    Total Traders:        26 
         9          .          0          0          0          0          8          5          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    10,146
Positions
     5,629      3,339          0      2,605      1,744          0        335      3,615         71          0          0          0      1,506      1,377
 
Changes from:       April 21, 2020                                   Total Change is:      -545
        85       -672         -1       -421      1,036          0       -211        373         71          0          0          0        -68     -1,352
 
Percent of Open Interest Represented by Each Category of Trader
      55.5       32.9        0.0       25.7       17.2        0.0        3.3       35.6        0.7        0.0        0.0        0.0       14.8       13.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         7          4          0          6          .          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,327,759
Positions
   417,028    702,781     41,589  1,499,016    907,358    328,843    253,125    582,793     45,274    108,293    357,637      9,469    625,122    352,015
 
Changes from:       April 21, 2020                                   Total Change is:   -61,800
    15,314    -26,257    -25,988     -8,143    -36,560    -13,406    -40,887     47,145        105     -4,008    -12,240       -283     15,496      5,684
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       21.1        1.2       45.0       27.3        9.9        7.6       17.5        1.4        3.3       10.7        0.3       18.8       10.6
 
Number of Traders in Each Category                                    Total Traders:       611 
        37         36         26        152        118        135         60        122         54         29         57         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    71,728
Positions
    16,621      2,210        219     40,568     53,121      3,772      2,801      6,502        317          0        961          0      7,430      4,626
 
Changes from:       April 21, 2020                                   Total Change is:    -3,821
      -242     -5,158       -144     -2,399     -3,841       -569       -387      5,662        245          0          0          0       -325        -16
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        3.1        0.3       56.6       74.1        5.3        3.9        9.1        0.4        0.0        1.3        0.0       10.4        6.4
 
Number of Traders in Each Category                                    Total Traders:        79 
        11          4          .         27         26         15          5          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    36,350
Positions
     6,768      7,002        918     12,686      7,426      1,040      6,821     10,358        560      1,968      2,885          4      5,585      6,158
 
Changes from:       April 21, 2020                                   Total Change is:       499
       300      1,321        162        239        -18         24       -557       -610        -31        143       -247         -3        223        -97
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       19.3        2.5       34.9       20.4        2.9       18.8       28.5        1.5        5.4        7.9        0.0       15.4       16.9
 
Number of Traders in Each Category                                    Total Traders:       246 
        20         21          6         62         36         32         36         45         13         16         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   181,751
Positions
    33,842     35,009      4,591     63,428     37,129      5,200     34,107     51,789      2,799      9,839     14,427         18     27,927     30,789
 
Changes from:       April 21, 2020                                   Total Change is:     2,497
     1,500      6,603        809      1,196        -91        119     -2,783     -3,052       -155        714     -1,234        -17      1,114       -485
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       19.3        2.5       34.9       20.4        2.9       18.8       28.5        1.5        5.4        7.9        0.0       15.4       16.9
 
Number of Traders in Each Category                                    Total Traders:       246 
        20         21          6         62         36         32         36         45         13         16         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   533,816
Positions
   143,612     60,051      8,733    227,087    238,314     52,267     61,639    105,700      5,013     19,514     41,676         53     15,898     22,009
 
Changes from:       April 21, 2020                                   Total Change is:   -22,143
     2,359     -5,029     -4,874     -4,450    -15,677     -5,287    -11,106      1,296        354       -910      5,455         -2      1,773      1,621
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       11.2        1.6       42.5       44.6        9.8       11.5       19.8        0.9        3.7        7.8        0.0        3.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       315 
        29         15          4         79         68         54         36         54         16         17         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    34,072
Positions
     6,893     11,874        356     13,402      5,877        419      5,622      4,507        535      1,137        489          0      5,708     10,015
 
Changes from:       April 21, 2020                                   Total Change is:       696
     1,702        -22         60      1,340        -25         63     -1,953       -190         -6       -133          2          0       -377        814
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       34.8        1.0       39.3       17.2        1.2       16.5       13.2        1.6        3.3        1.4        0.0       16.8       29.4
 
Number of Traders in Each Category                                    Total Traders:        66 
         6         12          .         14          8          7         10         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   502,893
Positions
    36,090    306,147        783    402,376    110,616     35,101     18,966     42,344        905      1,501      1,761          0      7,171      5,236
 
Changes from:       April 21, 2020                                   Total Change is:    -7,528
     2,999      5,073        -61    -12,167      1,565        200      1,063    -14,191         90          0       -281          0        348         77
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       60.9        0.2       80.0       22.0        7.0        3.8        8.4        0.2        0.3        0.4        0.0        1.4        1.0
 
Number of Traders in Each Category                                    Total Traders:       178 
        12         15          4         67         48         41         14         15          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,223,472
Positions
    71,114    555,548      8,047    852,013    330,027    129,403     82,796     79,599      6,864     47,000     90,886      5,759     20,476     17,339
 
Changes from:       April 21, 2020                                   Total Change is:   -10,961
     7,946    -14,416     -2,069     -2,915    -10,376       -961     -5,009     18,506        773     -7,222         -3        224     -1,728     -2,639
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       45.4        0.7       69.6       27.0       10.6        6.8        6.5        0.6        3.8        7.4        0.5        1.7        1.4
 
Number of Traders in Each Category                                    Total Traders:       409 
        20         26          9        151         94         82         39         44         20         18         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   146,054
Positions
    53,441    102,331     42,114      7,554          0        368     39,546          0      1,119      1,600         55         18        294         49
 
Changes from:       April 21, 2020                                   Total Change is:    -2,014
    -2,101       -262     -1,260       -795          0          0      2,531          0       -529        151         30          9        -20         -2
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       70.1       28.8        5.2        0.0        0.3       27.1        0.0        0.8        1.1        0.0        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        61 
         9         19         16          6          0          .         20          0          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is   981,100
Positions
    13,814    146,228      2,500    523,312    211,498    182,839     53,373    267,844      6,579     55,838     30,184        105    142,740    133,323
 
Changes from:       April 21, 2020                                   Total Change is:   -12,975
   -13,140      7,217        492     10,580    -17,755    -13,317      2,932     -3,059        728      6,276      2,304          0     -7,526     10,415
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       14.9        0.3       53.3       21.6       18.6        5.4       27.3        0.7        5.7        3.1        0.0       14.5       13.6
 
Number of Traders in Each Category                                    Total Traders:       178 
         6         16          4         59         32         49         17         34         13          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,033,198
Positions
    23,426    165,118          0    573,610    113,337    142,977     93,986    496,577     15,761     49,236      4,468          0    134,202     94,960
 
Changes from:       April 21, 2020                                   Total Change is:   -10,703
      -941    -11,214          0    -21,368     -4,116     -4,776      9,019     -2,045      1,855        607        995          0      4,901      8,598
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       16.0        0.0       55.5       11.0       13.8        9.1       48.1        1.5        4.8        0.4        0.0       13.0        9.2
 
Number of Traders in Each Category                                    Total Traders:       136 
         .         18          0         64         15         46          7         22          8          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,502,580
Positions
    71,421    246,895     17,668  1,099,612    565,196    296,449    571,007  1,120,420     38,651    235,928    113,856      2,124    169,720    101,321
 
Changes from:       April 21, 2020                                   Total Change is:   -58,939
    29,801    -35,393      3,840    -31,890     -5,688    -11,545    -21,654    -21,991      3,300    -31,280     -1,436       -272        761     10,246
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        9.9        0.7       43.9       22.6       11.8       22.8       44.8        1.5        9.4        4.5        0.1        6.8        4.0
 
Number of Traders in Each Category                                    Total Traders:       325 
        16         28         10        110         33         70         53         51         30         18         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,284,915
Positions
   186,311    161,789     25,725  1,358,204    925,306    585,076    454,703    956,439    102,424    146,249    157,668     21,514    404,709    348,974
 
Changes from:       April 21, 2020                                   Total Change is:    53,101
      -672    -28,026        718     24,373     85,437     -7,111    -11,591    -16,936     15,284     24,259      2,147        222      7,619      1,366
 
Percent of Open Interest Represented by Each Category of Trader
       5.7        4.9        0.8       41.3       28.2       17.8       13.8       29.1        3.1        4.5        4.8        0.7       12.3       10.6
 
Number of Traders in Each Category                                    Total Traders:       360 
        23         28         15         96         71         97         50         64         45         15         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   844,657
Positions
    97,978     29,071      6,673    279,141    266,437    118,208    171,380    194,213     13,690     50,934     26,503        270    106,383    189,592
 
Changes from:       April 21, 2020                                   Total Change is:    54,943
    -1,063      6,040       -285      3,582     16,536     -4,479     46,901     24,225      2,204      2,171       -537         42      5,870     11,197
 
Percent of Open Interest Represented by Each Category of Trader
      11.6        3.4        0.8       33.0       31.5       14.0       20.3       23.0        1.6        6.0        3.1        0.0       12.6       22.4
 
Number of Traders in Each Category                                    Total Traders:       109 
         6          7          5         27         36         38         18          8          9          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,575,588
Positions
    67,950    381,125     25,750  1,691,393    603,730    578,271    509,351  1,386,993    114,274    254,106    195,610        419    334,074    289,416
 
Changes from:       April 21, 2020                                   Total Change is:  -119,319
    -4,143    -58,665      3,527    -80,499    -25,581      8,979    -65,771    -42,210      5,780     -8,636    -14,620          0     21,444      3,471
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       10.7        0.7       47.3       16.9       16.2       14.2       38.8        3.2        7.1        5.5        0.0        9.3        8.1
 
Number of Traders in Each Category                                    Total Traders:       289 
         9         31         10         86         40         71         35         58         33         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,765,852
Positions
   274,295    552,338    376,348     36,665     18,770     33,280    696,598    412,939    314,033      6,428     23,061      5,224     22,981     29,859
 
Changes from:       April 21, 2020                                   Total Change is:    78,264
   -20,434     63,179    -13,399    -15,956      4,162     -4,777    134,392     26,469      6,046     -1,933       -758       -137     -5,538     -2,521
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       31.3       21.3        2.1        1.1        1.9       39.4       23.4       17.8        0.4        1.3        0.3        1.3        1.7
 
Number of Traders in Each Category                                    Total Traders:       125 
        24         31         44          .          7          5         26         28         40          4          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is10,688,946
Positions
 2,003,657  1,378,630  2,286,519    564,915     90,160    719,131  1,099,912  2,091,045  3,249,908    119,054     83,870     86,405    559,445    703,278
 
Changes from:       April 21, 2020                                   Total Change is:    51,651
  -127,267     14,460      7,548     10,393     25,890      3,992     92,852   -140,976    140,569    -46,762      2,885      7,562    -37,236    -10,279
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       12.9       21.4        5.3        0.8        6.7       10.3       19.6       30.4        1.1        0.8        0.8        5.2        6.6
 
Number of Traders in Each Category                                    Total Traders:       228 
        33         42         71         16         13         17         43         49         75         10         14         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   157,252
Positions
       556     78,061     20,525          0      8,182      8,211    107,821     18,353     18,310        696        349      1,061         72      4,200
 
Changes from:       April 21, 2020                                   Total Change is:     1,169
       529     -2,743      1,025          0          0          0     -3,881       -535      3,455        246        129       -158        -47         -4
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       49.6       13.1        0.0        5.2        5.2       68.6       11.7       11.6        0.4        0.2        0.7        0.0        2.7
 
Number of Traders in Each Category                                    Total Traders:        53 
         .         15          8          0          .          .         20         11         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   375,030
Positions
    64,384    165,457     22,496          0     46,022        964    250,808    107,690     27,962      7,954        535        433         29      3,471
 
Changes from:       April 21, 2020                                   Total Change is:     9,247
    -3,402      8,548       -696          0     -2,393       -526     11,877      2,826      1,413        580         35         43        -42         -3
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       44.1        6.0        0.0       12.3        0.3       66.9       28.7        7.5        2.1        0.1        0.1        0.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        86 
         .         33         12          0          5          .         13         28         25          .          .          .
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Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     6,111
Positions
        53         30          0        324         35          0      2,024      3,379        402      1,233      1,784         64      2,011        417
 
Changes from:       April 21, 2020                                   Total Change is:       463
        15         30          0        106       -281          0       -370        353        141        474        184         59         38        -23
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        0.5        0.0        5.3        0.6        0.0       33.1       55.3        6.6       20.2       29.2        1.0       32.9        6.8
 
Number of Traders in Each Category                                    Total Traders:        54 
         .          .          0          .          .          0         13         16          .         16          .          .
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Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    32,622
Positions
     1,055      9,952          0     14,050      1,892        493     12,290     15,706      1,079        792      1,892         44      2,819      1,564
 
Changes from:       April 21, 2020                                   Total Change is:     1,232
       250         75          0      1,182        -39         73        442      1,255        124       -221       -299         19       -637         24
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       30.5        0.0       43.1        5.8        1.5       37.7       48.1        3.3        2.4        5.8        0.1        8.6        4.8
 
Number of Traders in Each Category                                    Total Traders:        69 
         .          .          0          8          5          4         20         17          5          8          7          .
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Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   210,666
Positions
    50,348     29,673     22,143     51,816      7,976     15,696     17,142     79,430     20,354      5,703      1,751      7,554     19,910     26,089
 
Changes from:       April 21, 2020                                   Total Change is:    -1,264
     2,476      1,251      1,383     -3,889     -1,612      1,168     -4,753    -13,256        857        721        172        389        384      8,384
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       14.1       10.5       24.6        3.8        7.5        8.1       37.7        9.7        2.7        0.8        3.6        9.5       12.4
 
Number of Traders in Each Category                                    Total Traders:       133 
        10         17         21         15          7         13         19         48         40          5          6          9
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Traders in Financial Futures - Futures Only Positions as of April 28, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    19,691
Positions
     4,564      3,598        270     11,341      5,515      1,381      1,430      8,892          0        508          0          0        197         35
 
Changes from:       April 21, 2020                                   Total Change is:        62
         0      1,842          0      1,869     -1,904        -28     -1,803        152          0          0          0          0         24          0
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       18.3        1.4       57.6       28.0        7.0        7.3       45.2        0.0        2.6        0.0        0.0        1.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          .          .          5          7          .          .          8          0          8          0          0
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Updated May 01, 2020